Verlag: Springer, 1979
ISBN 10: 0387904050 ISBN 13: 9780387904054
Anbieter: Anybook.com, Lincoln, Vereinigtes Königreich
Zustand: Fair. Volume 28. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In fair condition, suitable as a study copy. Library sticker on front cover. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,450grams, ISBN:0387904050.
Verlag: Springer, 1979
ISBN 10: 0387904050 ISBN 13: 9780387904054
Anbieter: Antiquariat Bookfarm, Löbnitz, Deutschland
Ehemaliges Bibliotheksexemplar mit Stempel innen und Bibliothekssignatur auf Einband in gutem Zustand. Ex-library with stamp and catalogue number on spine. GOOD condition, some traces of use. Sh 447 0387904050 Sprache: Englisch Gewicht in Gramm: 550.
Verlag: New York Inc.: Springer-Verlag, 1979
ISBN 10: 0387904050 ISBN 13: 9780387904054
Anbieter: Antiquariat Bernhardt, Kassel, Deutschland
Broschiert. Applied Mathematical Sciences, Band 28. Zust: Gutes Exemplar. XIII, 184 Seiten, Englisch 348g.
Verlag: Springer New York, 1979
ISBN 10: 0387904050 ISBN 13: 9780387904054
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - in failure time distributions for systems modeled by finite chains. This introductory chapter attempts to provide an over view of the material and ideas covered. The presentation is loose and fragmentary, and should be read lightly initially. Subsequent perusal from time to time may help tie the mat erial together and provide a unity less readily obtainable otherwise. The detailed presentation begins in Chapter 1, and some readers may prefer to begin there directly.O.l. Time-Reversibility and Spectral Representation. Continuous time chains may be discussed in terms of discrete time chains by a uniformizing procedure (2.l) that simplifies and unifies the theory and enables results for discrete and continuous time to be discussed simultaneously. Thus if N(t) is any finite Markov chain in continuous time governed by transition rates vmn one may write for pet) = [Pmn(t)] - P[N(t) = n I N(O) = m] pet) = exp [-vt(I - a )] (0.1.1) v where v > Max r v ' and mn m n law ~ 1 - v-I \* Hence N(t) where is governed r vmn Nk = NK(t) n K(t) is a Poisson process of rate v indep- by a ' and v dent of N - k Time-reversibility (1.32.42.S) is important for many reasons. A) The only broad class of tractable chains suitable for stochastic models is the time-reversible class.
Verlag: Springer New York, 1979
ISBN 10: 0387904050 ISBN 13: 9780387904054
Anbieter: moluna, Greven, Deutschland
Zustand: New.